A multi-dimensional renewal theorem for finite Markov chains (Q920487)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multi-dimensional renewal theorem for finite Markov chains |
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A multi-dimensional renewal theorem for finite Markov chains (English)
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1990
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We investigate the asymptotic behaviour of \(\sum^{\infty}_{n=0}L^{n*}*F(t)\), as \(| t| \to \infty\). Here L and F are matrix valued functions on \({\mathbb{Z}}^ d\).
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multi-dimensional renewal theorem
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first passage problem
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matrix valued functions
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